4.33 Prove the squared coherence 2 yx () = 1 for all when that is,...
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4.33 Prove the squared coherence ρ2y·x(ω) = 1 for all ω when
that is, when xt and yt can be related exactly by a linear filter.
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Related Book For 
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ISBN: 9780387293172
2nd Edition
Authors: Robert H. Shumway, David S. Stoffer
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